Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47518.33 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46120.34 Kr¶

PnL: ---------------------------------------> -768.23 Kr¶

DD now: ---------------------------------> -2.286 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 15:44:49.155148'

Anic Portfolio¶

Today¶

Return: 0.441 %¶

This Week¶

Return: -0.824 %¶

Total¶

Return: 55.563 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.880000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 -1.320000 780.400000 107.400000 15.960000 673.000000
Nordea Bank Abp 29 0.800000 3511.320000 57.320000 1.660000 3453.999992
SAAB B 8 -0.390000 3429.600000 52.600000 1.560000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 2.980000 401.400000 46.400000 13.070000 355.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 2.450000 608.300000 34.300000 5.980000 573.999998
Corem Property Group B 59 0.790000 603.570000 26.570000 4.600000 576.999999
Boozt 12 0.500000 1680.000000 26.000000 1.570000 1653.999996
Swedbank A 3 2.210000 588.600000 24.600000 4.360000 564.000000
AcadeMedia 12 0.250000 580.080000 23.080000 4.140000 557.000004
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Securitas B 6 1.540000 585.000000 15.000000 2.630000 570.000000
Intrum 4 -0.510000 542.000000 15.000000 2.850000 527.000000
Eastnine 4 0.160000 504.800000 13.800000 2.810000 491.000000
Norva24 Group 16 -0.170000 552.960000 9.960000 1.830000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.920000 253.920000 7.920000 3.220000 246.000000
Karnov Group 9 0.500000 542.700000 6.700000 1.250000 536.000004
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Coor Service Management Hold. 8 -0.150000 534.800000 2.800000 0.530000 532.000000
Handelsbanken A 5 0.230000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 3.800000 573.000000 -21.570000 -3.630000 594.565215
CTEK 13 -3.720000 510.900000 -23.100000 -4.330000 533.999999
Essity B 2 -1.710000 539.800000 -34.200000 -5.960000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -1.280000 1084.000000 -65.000000 -5.660000 1149.000000
Sampo Oyj SDB 7 0.560000 3780.000000 -70.000000 -1.820000 3850.000000
Fasadgruppen Group 35 2.130000 3689.000000 -122.000000 -3.200000 3810.999990
Beijer Electronics Group 26 0.370000 2813.200000 -157.800000 -5.310000 2971.000006
OX2 18 1.590000 1440.900000 -223.100000 -13.410000 1663.999992
Axfood 13 0.410000 3482.700000 -273.300000 -7.280000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46120.340000 -768.230000 -2.28575% 46888.564618

Updated:¶

'2023-01-27 15:45:02.240868'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶